Limestone is a sedimentary rock composed of calcium carbonate with minor amounts of silica, iron oxide, clay, dolomite, and organic material. These types of stones have been used extensively as building materials. Due to this, determination of their thermal properties is of the utmost importance. These properties depend on the microstructure and composition of each type of rock. In this study, the effect of the thermal treatment of three different limestone rocks from the Peninsula of Yucatán were studied, in the range from 100 • C up to 600 • C, using photothermal radiometry. These studies were complemented by the characterization of the crystalline phases using X-ray diffraction and effective porosity measurements performed by the saturation technique. It is shown that the thermal diffusivity, thermal conductivity, and specific heat of the limestone decrease as the temperature increases. This behavior can be related to increases in microcracks and effective porosity due to thermal treatments.